Commit Graph

5 Commits

Author SHA1 Message Date
Martin Molinero cfa08a11fb Address reviews
- Removing `using QCAlgorithmFramework = QuantConnect.Algorithm.QCAlgorithm`
- Removing `QCAlgorithmFrameworkBridge`
- Removing `IsFrameworkAlgorithm`
- Making `EmitInsightBasedOnFill` private. Adding new
`IOrderEventProvider` exposing an `event` to which `QCAlgorithm` will
subscribe.
- `AccountType.Cash` algorithms will be allowed to manually trade and
emight insights manually or with alpha model.
2019-04-03 21:55:44 -03:00
Martin Molinero 75ffa300f1 Adding new IAlgorithm.AccountCurrency
- Adding new `IAlgorithm.AccountCurrency { get; }` that will point to the
`Portfolio.CashBook.AccountCurrency`. Setter will be added in a
following PR.
- Base `Brokerage` class will now have a `AccountCurrency { get }`
pointing to the `IAccountCurrencyProvider`. Will be used by the different
brokerages implementations.
2018-12-10 11:59:02 -03:00
Michael Handschuh 2295e524f4 Add IAlphaRuntimeStatisticsGenerator and send to result handler
Provides estimates of alpha value as well as performs online computations of
alpha scores and other KPIs.

Sends alpha stats to result handler
Update live result with framework flag
2017-12-20 08:33:30 -05:00
Andrew 904ed2e805 Implemented BaseResultHandler methods 2017-08-08 12:52:12 -04:00
Andrew bb984f5ebd LiveTradingResultsHandler.StoreResult uses base class implementation 2017-08-08 12:52:12 -04:00